CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3796 |
1.3726 |
-0.0070 |
-0.5% |
1.3670 |
| High |
1.3812 |
1.3727 |
-0.0085 |
-0.6% |
1.3893 |
| Low |
1.3742 |
1.3630 |
-0.0112 |
-0.8% |
1.3654 |
| Close |
1.3788 |
1.3652 |
-0.0136 |
-1.0% |
1.3733 |
| Range |
0.0070 |
0.0097 |
0.0027 |
38.6% |
0.0239 |
| ATR |
0.0084 |
0.0089 |
0.0005 |
6.3% |
0.0000 |
| Volume |
64,841 |
177,189 |
112,348 |
173.3% |
318,261 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3903 |
1.3705 |
|
| R3 |
1.3864 |
1.3806 |
1.3679 |
|
| R2 |
1.3767 |
1.3767 |
1.3670 |
|
| R1 |
1.3709 |
1.3709 |
1.3661 |
1.3690 |
| PP |
1.3670 |
1.3670 |
1.3670 |
1.3660 |
| S1 |
1.3612 |
1.3612 |
1.3643 |
1.3593 |
| S2 |
1.3573 |
1.3573 |
1.3634 |
|
| S3 |
1.3476 |
1.3515 |
1.3625 |
|
| S4 |
1.3379 |
1.3418 |
1.3599 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4477 |
1.4344 |
1.3864 |
|
| R3 |
1.4238 |
1.4105 |
1.3799 |
|
| R2 |
1.3999 |
1.3999 |
1.3777 |
|
| R1 |
1.3866 |
1.3866 |
1.3755 |
1.3933 |
| PP |
1.3760 |
1.3760 |
1.3760 |
1.3793 |
| S1 |
1.3627 |
1.3627 |
1.3711 |
1.3694 |
| S2 |
1.3521 |
1.3521 |
1.3689 |
|
| S3 |
1.3282 |
1.3388 |
1.3667 |
|
| S4 |
1.3043 |
1.3149 |
1.3602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3893 |
1.3630 |
0.0263 |
1.9% |
0.0097 |
0.7% |
8% |
False |
True |
108,697 |
| 10 |
1.3893 |
1.3625 |
0.0268 |
2.0% |
0.0088 |
0.6% |
10% |
False |
False |
124,213 |
| 20 |
1.3893 |
1.3530 |
0.0363 |
2.7% |
0.0080 |
0.6% |
34% |
False |
False |
107,651 |
| 40 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0085 |
0.6% |
59% |
False |
False |
54,631 |
| 60 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
59% |
False |
False |
36,577 |
| 80 |
1.3893 |
1.3253 |
0.0640 |
4.7% |
0.0077 |
0.6% |
62% |
False |
False |
27,476 |
| 100 |
1.3893 |
1.3123 |
0.0770 |
5.6% |
0.0069 |
0.5% |
69% |
False |
False |
21,983 |
| 120 |
1.3893 |
1.3070 |
0.0823 |
6.0% |
0.0063 |
0.5% |
71% |
False |
False |
18,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4139 |
|
2.618 |
1.3981 |
|
1.618 |
1.3884 |
|
1.000 |
1.3824 |
|
0.618 |
1.3787 |
|
HIGH |
1.3727 |
|
0.618 |
1.3690 |
|
0.500 |
1.3679 |
|
0.382 |
1.3667 |
|
LOW |
1.3630 |
|
0.618 |
1.3570 |
|
1.000 |
1.3533 |
|
1.618 |
1.3473 |
|
2.618 |
1.3376 |
|
4.250 |
1.3218 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3679 |
1.3725 |
| PP |
1.3670 |
1.3700 |
| S1 |
1.3661 |
1.3676 |
|